MUSA vs. BALT

In the year-to-date period, MUSA achieves a -1.93% return, which is significantly lower than BALT's -0.13% return.

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This table presents a comparison of risk-adjusted performance metrics for Murphy USA Inc. (MUSA) and Innovator Defined Wealth Shield ETF (BALT). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current MUSA Sharpe Ratio is 0.71, which is lower than the BALT Sharpe Ratio of 1.57. The chart below compares the historical Sharpe Ratios of MUSA and BALT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

MUSA's dividend yield for the trailing twelve months is around 0.38%, while BALT has not paid dividends to shareholders.

The maximum MUSA drawdown since its inception was -33.72%, which is greater than BALT's maximum drawdown of -4.89%. Use the drawdown chart below to compare losses from any high point for MUSA and BALT. For additional features, visit the drawdowns tool.

Murphy USA Inc. (MUSA) has a higher volatility of 9.71% compared to Innovator Defined Wealth Shield ETF (BALT) at 3.96%. This indicates that MUSA's price experiences larger fluctuations and is considered to be riskier than BALT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.